-45.7%
RDDT vs CAH
+38.5%
-84.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.4% | +4.5% |
| 7D | -24.4% | +7.0% | -31.4% | -26.4% |
| 30D | -32.3% | +12.4% | -44.6% | -35.3% |
| 3M | -36.3% | +12.2% | -48.5% | -39.2% |
| 6M | -39.7% | +33.2% | -72.9% | -46.0% |
| YTD | -55.7% | +28.4% | -84.0% | -60.0% |
| 1Y | -45.7% | +35.0% | -80.8% | -53.0% |
| All | -45.7% | +38.5% | -84.3% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling